-25.9%
STRL vs CASY
+32.1%
-58.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.4% | -22.9% | -21.5% |
| 7D | -27.1% | +0.8% | -27.9% | -27.1% |
| 30D | -45.8% | +9.4% | -55.2% | -46.2% |
| 3M | -47.6% | -20.6% | -27.0% | -46.5% |
| 6M | -46.4% | -20.7% | -25.7% | -41.7% |
| YTD | -7.4% | +22.5% | -29.9% | -6.7% |
| 1Y | -25.9% | +29.5% | -55.3% | -23.1% |
| All | -25.9% | +32.1% | -58.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling